+21.1%
STM vs KKR
+75.8%
-54.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.3% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | -7.4% | +3.0% | -10.4% | -9.0% |
| 3M | -30.6% | +13.6% | -44.3% | -35.2% |
| 6M | +66.4% | +16.2% | +50.2% | +52.1% |
| YTD | +101.1% | -16.6% | +117.7% | +115.4% |
| 1Y | +97.4% | -23.2% | +120.6% | +118.9% |
| 3Y | +21.1% | +71.7% | -50.6% | -16.0% |
| All | +21.1% | +75.8% | -54.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling